Balloon handlers were keeping a tight grip on their inflated characters and held them fairly close to the ground in tree-lined areas. The wind was around 26 mph (42 kph).
Mispagel and his wife, Susan, said Sonic the Hedgehog got caught on a tree while rounding a corner near the start of the parade route; handlers used cutters on a rope to free the balloon.
The cheering throngs were bundled against a 30-degree Fahrenheit (-1 Celsius) chill, but the sun was shining. Some in the crowd lifted small children onto their shoulders.
Elsewhere in New York City, volunteers from Citymeals-on-Wheels helped escort dozens of elderly residents from neighborhoods affected by last year's Superstorm Sandy to a restaurant feast in Manhattan. The organization funded almost 20,500 Thanksgiving meals, including 13,000 delivered in advance to homebound elderly.
In Washington, President Barack Obama and his family paused to celebrate a quiet holiday at the White House. Their menu was quintessential Thanksgiving, including turkey, honey-baked ham, cornbread stuffing, greens and six choices of pie.
Shoppers across the U.S. were expected to get a jump start on holiday shopping, as more than a dozen major retailers from Target to Toys R Us open on Thanksgiving Day. The Thanksgiving openings come despite planned protests across the country from workers' groups that are against employees missing Thanksgiving meals at home.
The holiday openings are a break with tradition. The day after Thanksgiving, called Black Friday, for a decade had been considered the official start to the holiday buying season. It's also typically the biggest shopping day of the year.
But in the past few years, retailers have pushed opening times into Thanksgiving night. They've also pushed up discounting that used to be reserved for Black Friday into early November, which has led retail experts to question whether the Thanksgiving openings will steal some of Black Friday's thunder.
Wal-Mart has been the biggest target for protests against holiday hours. Most of the company's stores are open 24 hours, but the retailer is starting its sales events at 6 p.m. on Thursday, two hours earlier than last year.